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Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
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The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Shaik, Muneer
;
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics
56
(
2024
)
8
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014446216
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